A friend told me that I shouldn't use capital letters in my emails. Why not?

You can use capital letters in your emails...just don't use ALL capitals. It's considered rude. It's like yelling at someone.

Look at it this way; if you want to emphasize something in a sentence, you might capitalize the word, right? (example: "I am NOT going to do that" or "I am not going to do THAT") So if you capitalize EVERYTHING, it's like you're trying to emphasize EVERY SINGLE WORD IN THE ENTIRE MESSAGE.